How to get notifications (the ding sound)

If you are only missing the audible notification (do you get the red dot?) check your sound settings and make sure you didn't accidentally select Silent or Theater mode. Also be aware you may not get notifications to the watch if the paired phone is unlocked and active, and there is something I haven't quite worked out yet around iMessage notifications if the specific contact's messages are already open on the phone.

Apart from that, check Notifications in the Apple Watch app on your phone.